For me, apart from the mind-blowingly intense orgasms, there’s a whole different level of intimacy involved. It’s one of the few forms of sex which in a consensual situation can still be bad to the point of excruciating pain if your partner becomes more focused on his pleasure alone than on what’s happening between the two of you.
So I guess for me it’s a combination of the physical pleasure, the intimacy, and the trust created by the whole experience.
A fringe benefit is the sheer shock value for which the information that you like anal sex can sometimes be used. 
For me, apart from the mind-blowingly intense orgasms, there’s a whole different level of intimacy involved. It’s one of the few forms of sex which in a consensual situation can still be bad to the point of excruciating pain if your partner becomes more focused on his pleasure alone than on what’s happening between the two of you.
So I guess for me it’s a combination of the physical pleasure, the intimacy, and the trust created by the whole experience.
A fringe benefit is the sheer shock value for which the information that you like anal sex can sometimes be used.